Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47836.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46441.77 Kr¶

PnL: ---------------------------------------> -446.8 Kr¶

DD now: ---------------------------------> -1.631 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 11:00:12.026059'

Anic Portfolio¶

Today¶

Return: 0.638 %¶

This Week¶

Return: 0.638 %¶

Total¶

Return: 56.605 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.010000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 -0.660000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 4.130000 669.650000 92.650000 16.060000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.720000 440.800000 85.800000 24.170000 355.000000
FM Mattsson Mora Group B 50 1.020000 2980.000000 53.000000 1.810000 2927.000000
HMS Networks 2 1.120000 720.000000 47.000000 6.980000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.240000 267.600000 21.600000 8.780000 246.000000
Nordea Bank Abp 29 0.690000 3473.040000 19.040000 0.550000 3453.999992
Intrum 4 2.330000 544.800000 17.800000 3.380000 527.000000
Coor Service Management Hold. 8 0.000000 546.000000 14.000000 2.630000 532.000000
Midsona B 63 0.640000 595.980000 12.980000 2.230000 582.999984
OEM International B 7 0.650000 540.400000 12.400000 2.350000 527.999997
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
Norva24 Group 16 0.000000 553.280000 10.280000 1.890000 543.000000
AcadeMedia 12 0.860000 566.160000 9.160000 1.640000 557.000004
Karnov Group 9 -1.310000 544.500000 8.500000 1.590000 536.000004
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
MedCap 2 0.940000 428.000000 7.000000 1.660000 421.000000
Essity B 2 0.690000 580.400000 6.400000 1.110000 574.000000
Resurs Holding 22 -0.940000 579.480000 5.480000 0.950000 573.999998
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.320000 547.500000 1.500000 0.270000 546.000000
Securitas B 6 1.130000 570.000000 0.000000 0.000000 570.000000
Swedbank A 3 -0.240000 559.650000 -4.350000 -0.770000 564.000000
CTEK 13 0.150000 518.700000 -15.300000 -2.870000 533.999999
Boozt 12 -2.080000 1635.600000 -18.400000 -1.110000 1653.999996
SAAB B 8 1.540000 3332.800000 -44.200000 -1.310000 3377.000000
International Petroleum Corp. 5 1.730000 529.500000 -65.070000 -10.940000 594.565215
Vivesto 1368 2.210000 545.280000 -67.720000 -11.050000 612.999432
Sampo Oyj SDB 7 -0.280000 3752.000000 -98.000000 -2.550000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 -0.040000 3554.200000 -201.800000 -5.370000 3756.000001
Ovzon 52 5.030000 3146.000000 -216.000000 -6.420000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46430.470000 -458.100000 -1.65441% 46888.564618

Updated:¶

'2023-01-16 10:59:52.887294'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶